ECBOT 10 Year T-Note Future June 2013
Trading Metrics calculated at close of trading on 26-Apr-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Apr-2013 |
26-Apr-2013 |
Change |
Change % |
Previous Week |
Open |
133-015 |
133-025 |
0-010 |
0.0% |
132-305 |
High |
133-045 |
133-150 |
0-105 |
0.2% |
133-180 |
Low |
132-285 |
133-015 |
0-050 |
0.1% |
132-245 |
Close |
133-020 |
133-140 |
0-120 |
0.3% |
133-140 |
Range |
0-080 |
0-135 |
0-055 |
68.8% |
0-255 |
ATR |
0-142 |
0-141 |
0-000 |
-0.3% |
0-000 |
Volume |
863,792 |
838,469 |
-25,323 |
-2.9% |
5,060,374 |
|
Daily Pivots for day following 26-Apr-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
134-187 |
134-138 |
133-214 |
|
R3 |
134-052 |
134-003 |
133-177 |
|
R2 |
133-237 |
133-237 |
133-165 |
|
R1 |
133-188 |
133-188 |
133-152 |
133-212 |
PP |
133-102 |
133-102 |
133-102 |
133-114 |
S1 |
133-053 |
133-053 |
133-128 |
133-078 |
S2 |
132-287 |
132-287 |
133-115 |
|
S3 |
132-152 |
132-238 |
133-103 |
|
S4 |
132-017 |
132-103 |
133-066 |
|
|
Weekly Pivots for week ending 26-Apr-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
135-207 |
135-108 |
133-280 |
|
R3 |
134-272 |
134-173 |
133-210 |
|
R2 |
134-017 |
134-017 |
133-187 |
|
R1 |
133-238 |
133-238 |
133-163 |
133-288 |
PP |
133-082 |
133-082 |
133-082 |
133-106 |
S1 |
132-303 |
132-303 |
133-117 |
133-032 |
S2 |
132-147 |
132-147 |
133-093 |
|
S3 |
131-212 |
132-048 |
133-070 |
|
S4 |
130-277 |
131-113 |
133-000 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
133-180 |
132-245 |
0-255 |
0.6% |
0-131 |
0.3% |
84% |
False |
False |
1,012,074 |
10 |
133-180 |
132-245 |
0-255 |
0.6% |
0-125 |
0.3% |
84% |
False |
False |
1,058,824 |
20 |
133-180 |
131-235 |
1-265 |
1.4% |
0-142 |
0.3% |
93% |
False |
False |
1,096,519 |
40 |
133-180 |
130-000 |
3-180 |
2.7% |
0-151 |
0.4% |
96% |
False |
False |
1,145,115 |
60 |
133-180 |
129-190 |
3-310 |
3.0% |
0-153 |
0.4% |
97% |
False |
False |
856,369 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
135-084 |
2.618 |
134-183 |
1.618 |
134-048 |
1.000 |
133-285 |
0.618 |
133-233 |
HIGH |
133-150 |
0.618 |
133-098 |
0.500 |
133-082 |
0.382 |
133-067 |
LOW |
133-015 |
0.618 |
132-252 |
1.000 |
132-200 |
1.618 |
132-117 |
2.618 |
131-302 |
4.250 |
131-081 |
|
|
Fisher Pivots for day following 26-Apr-2013 |
Pivot |
1 day |
3 day |
R1 |
133-121 |
133-112 |
PP |
133-102 |
133-083 |
S1 |
133-082 |
133-055 |
|